Granger Causality Test: Y = f(X) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 48 | |||
Reduced model | 51 | -3 | 1.57028037749716 | 0.208766740740906 |
Granger Causality Test: X = f(Y) | ||||
Model | Res.DF | Diff. DF | F | p-value |
Complete model | 48 | |||
Reduced model | 51 | -3 | 1.45252794707461 | 0.239288076624776 |